On Tue, September 12, 2006 7:34 am, Manuel Morales wrote: > On Mon, 2006-09-11 at 11:43 -0500, Douglas Bates wrote: >> Having made that offer I think I will now withdraw it. Peter's >> example has convinced me that this is the wrong thing to do. >> >> I am encouraged by the fact that the results from mcmcsamp correspond >> closely to the correct theoretical results in the case that Peter >> described. I appreciate that some users will find it difficult to >> work with a MCMC sample (or to convince editors to accept results >> based on such a sample) but I think that these results indicate that >> it is better to go after the marginal distribution of the fixed >> effects estimates (which is what is being approximated by the MCMC >> sample - up to Bayesian/frequentist philosophical differences) than to >> use the conditional distribution and somehow try to adjust the >> reference distribution. > > Am I right that the MCMC sample can not be used, however, to evaluate > the significance of parameter groups. For example, to assess the > significance of a three-level factor? Are there better alternatives than > simply adjusting the CI for the number of factor levels > (1-alpha/levels).
I wonder whether the likelihood ratio test would be suitable here? That seems to be supported. It just takes a little longer. > require(lme4) > data(sleepstudy) > fm1 <- lmer(Reaction ~ Days + (Days|Subject), sleepstudy) > fm2 <- lmer(Reaction ~ Days + I(Days^2) + (Days|Subject), sleepstudy) > anova(fm1, fm2) So, a brief overview of the popular inferential needs and solutions would then be: 1) Test the statistical significance of one or more fixed or random effects - fit a model with and a model without the terms, and use the LRT. 2) Obtain confidence intervals for one or more fixed or random effects - use mcmcsamp Did I miss anything important? - What else would people like to do? Cheers Andrew Andrew Robinson Senior Lecturer in Statistics Tel: +61-3-8344-9763 Department of Mathematics and Statistics Fax: +61-3-8344 4599 University of Melbourne, VIC 3010 Australia Email: [EMAIL PROTECTED] Website: http://www.ms.unimelb.edu.au ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.